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strategy: update bollmaker config

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Andy Cheng 2022-05-16 13:10:48 +08:00
parent 3c094a195b
commit 686a358c6e
1 changed files with 13 additions and 0 deletions
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config/bollmaker.yaml
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@ -56,6 +56,19 @@ exchangeStrategies:
# For short position, you will only place buy order below 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%
# EXPERIMENTAL
# Dynamic spread is an experimental feature. Use at your own risk!
# DynamicSpreadWindow enables the automatic adjustment to bid and ask spread.
# When DynamicSpreadWindow is set and is larger than 0, the spreads are calculated based on the SMA of amplitude of
# previous [DynamicSpreadWindow] K-lines. Max and min spreads limit the maximum and minimum of spreads. Set them to
# 0 to disable the limitation
#
# dynamicSpreadWindow: 1
# minAskSpread: 0.05%
# minBidSpread: 0.05%
# maxAskSpread: 1
# maxBidSpread: 1
# maxExposurePosition is the maximum position you can hold # 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 long position by maximum
# -10 means you can hold -10 ETH short position by maximum # -10 means you can hold -10 ETH short position by maximum