diff --git a/config/xfixedmaker.yaml b/config/xfixedmaker.yaml index c6c656343..bfee2e771 100644 --- a/config/xfixedmaker.yaml +++ b/config/xfixedmaker.yaml @@ -7,18 +7,40 @@ sessions: exchange: binance envVarPrefix: binance +backtest: + startTime: "2023-01-01" + endTime: "2023-01-02" + symbols: + - BTCUSDT + sessions: + - max + - binance + accounts: + max: + balances: + BTC: 0.5 + USDT: 15000.0 + crossExchangeStrategies: - xfixedmaker: tradingExchange: max symbol: BTCUSDT interval: 5m - halfSpread: 0.05% + halfSpread: 0.01% quantity: 0.005 orderType: LIMIT_MAKER - dryRun: true + dryRun: false referenceExchange: binance referencePriceEMA: interval: 1m window: 14 orderPriceLossThreshold: -10 + + positionHardLimit: 200 + maxPositionQuantity: 0.005 + + circuitBreakLossThreshold: -10 + circuitBreakEMA: + interval: 1m + window: 14