From 885d6c1a9d65744138076d64f6b9186b33e22a2e Mon Sep 17 00:00:00 2001 From: c9s Date: Mon, 3 May 2021 00:10:06 +0800 Subject: [PATCH] add schedule config for ethusdt and btcusdt --- config/schedule-btcusdt.yaml | 30 ++++++++++++++++++++++++++++++ config/schedule-ethusdt.yaml | 30 ++++++++++++++++++++++++++++++ 2 files changed, 60 insertions(+) create mode 100644 config/schedule-btcusdt.yaml create mode 100644 config/schedule-ethusdt.yaml diff --git a/config/schedule-btcusdt.yaml b/config/schedule-btcusdt.yaml new file mode 100644 index 000000000..5ab8ce2aa --- /dev/null +++ b/config/schedule-btcusdt.yaml @@ -0,0 +1,30 @@ +--- +riskControls: + # This is the session-based risk controller, which let you configure different risk controller by session. + sessionBased: + # "max" is the session name that you want to configure the risk control + max: + # orderExecutor is one of the risk control + orderExecutor: + # symbol-routed order executor + bySymbol: + BTCUSDT: + # basic risk control order executor + basic: + minQuoteBalance: 1000.0 + maxBaseAssetBalance: 500.0 + minBaseAssetBalance: 300.0 + maxOrderAmount: 1000.0 + +exchangeStrategies: + +- on: max + schedule: + interval: 1h + symbol: BTCUSDT + side: buy + quantity: 0.001 + belowMovingAverage: + type: EWMA + interval: 1h + window: 99 diff --git a/config/schedule-ethusdt.yaml b/config/schedule-ethusdt.yaml new file mode 100644 index 000000000..52d35a43a --- /dev/null +++ b/config/schedule-ethusdt.yaml @@ -0,0 +1,30 @@ +--- +riskControls: + # This is the session-based risk controller, which let you configure different risk controller by session. + sessionBased: + # "max" is the session name that you want to configure the risk control + max: + # orderExecutor is one of the risk control + orderExecutor: + # symbol-routed order executor + bySymbol: + ETHUSDT: + # basic risk control order executor + basic: + minQuoteBalance: 1000.0 + maxBaseAssetBalance: 500.0 + minBaseAssetBalance: 300.0 + maxOrderAmount: 1000.0 + +exchangeStrategies: + +- on: max + schedule: + interval: 1h + symbol: ETHUSDT + side: buy + quantity: 0.01 + belowMovingAverage: + type: EWMA + interval: 1h + window: 99