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update xfixedmaker config

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This commit is contained in:
narumi 2023-10-12 14:31:20 +08:00
parent 0a3baea316
commit 69b38fc304
1 changed files with 24 additions and 2 deletions
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26
config/xfixedmaker.yaml
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@ -7,18 +7,40 @@ sessions:
exchange: binance exchange: binance
envVarPrefix: 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: crossExchangeStrategies:
- xfixedmaker: - xfixedmaker:
tradingExchange: max tradingExchange: max
symbol: BTCUSDT symbol: BTCUSDT
interval: 5m interval: 5m
halfSpread: 0.05% halfSpread: 0.01%
quantity: 0.005 quantity: 0.005
orderType: LIMIT_MAKER orderType: LIMIT_MAKER
dryRun: true dryRun: false
referenceExchange: binance referenceExchange: binance
referencePriceEMA: referencePriceEMA:
interval: 1m interval: 1m
window: 14 window: 14
orderPriceLossThreshold: -10 orderPriceLossThreshold: -10
positionHardLimit: 200
maxPositionQuantity: 0.005
circuitBreakLossThreshold: -10
circuitBreakEMA:
interval: 1m
window: 14