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add dynamicExposurePositionScale to the sample config

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c9s 2022-01-27 08:52:27 +08:00
parent aaec79eec9
commit 78c8cb1362
1 changed files with 16 additions and 0 deletions
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config/bollmaker.yaml
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@ -54,6 +54,22 @@ exchangeStrategies:
# maxExposurePosition: 3.0
maxExposurePosition: 10
# dynamicExposurePositionScale overrides maxExposurePosition
# for domain,
# -1 means -100%, the price is on the lower band price.
# if the price breaks the lower band, a number less than -1 will be given.
# 1 means 100%, the price is on the upper band price.
# if the price breaks the upper band, a number greater than 1 will be given, for example, 1.2 for 120%, and 1.3 for 130%.
dynamicExposurePositionScale:
byPercentage:
# exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
exp:
# from down to up
domain: [ -1, 1 ]
# when in down band, holds 1.0 by maximum
# when in up band, holds 0.05 by maximum
range: [ 1.0, 0.05 ]
# DisableShort means you can don't want short position during the market making
# THe short here means you might sell some of your existing inventory.
disableShort: true