update xfixedmaker config

2024-11-10 09:11:55 +00:00 · 2023-10-12 14:31:20 +08:00 · 2023-10-12 14:31:20 +08:00 · 69b38fc304
commit 69b38fc304
parent 0a3baea316
1 changed files with 24 additions and 2 deletions
--- 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