From 62253d8d4ef838dc95b524da916d1382e55b081d Mon Sep 17 00:00:00 2001 From: Andy Cheng Date: Mon, 20 Dec 2021 11:16:16 +0800 Subject: [PATCH 1/2] doc: Redis config --- README.md | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) diff --git a/README.md b/README.md index 06db0a4cd..21c10eb6b 100644 --- a/README.md +++ b/README.md @@ -202,6 +202,25 @@ bbgo sync --session max bbgo sync --session binance ``` +## Using Redis to keep persistence between BBGO sessions + +To use Redis, first you need to install your Redis server: + +```sh +# For Ubuntu/Debian Linux +sudo apt-get install -y redis +``` + +Set the following environment variables in your `bbgo.yaml`: + +```yaml +persistence: + redis: + host: 127.0.0.1 # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO + port: 6379 # Port to Redis server, default 6379 + db: 0 # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too. +``` + ## Built-in Strategies Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies: From 7099f72cc21b284a9078f867c9cd9c21684b2ce4 Mon Sep 17 00:00:00 2001 From: Andy Cheng Date: Mon, 27 Dec 2021 18:42:42 +0800 Subject: [PATCH 2/2] doc: grid strategy --- README.md | 3 ++- doc/strategy/grid.md | 31 +++++++++++++++++++++++++++++++ 2 files changed, 33 insertions(+), 1 deletion(-) create mode 100644 doc/strategy/grid.md diff --git a/README.md b/README.md index 21c10eb6b..34bb1218d 100644 --- a/README.md +++ b/README.md @@ -233,7 +233,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat order [buyandhold](pkg/strategy/pricedrop) - `bollgrid` strategy implements a basic grid strategy with the built-in bollinger indicator [bollgrid](pkg/strategy/bollgrid) -- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid) +- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See + [document](./doc/strategy/grid.md). - `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See [document](./doc/strategy/support.md). - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash) diff --git a/doc/strategy/grid.md b/doc/strategy/grid.md new file mode 100644 index 000000000..1c10d19a6 --- /dev/null +++ b/doc/strategy/grid.md @@ -0,0 +1,31 @@ +### Grid Strategy + +This strategy places buy and sell orders within the specified price range. The gap between orders are equal, thus they +form `grids`. The price gap is calculated from price range and the number of grids. + + +#### Parameters + +- `symbol` + - The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT` +- `quantity` + - Quantity per order +- `gridNumber` + - Number of grids, which is the maximum numbers of orders minus one. +- `profitSpread` + - The arbitrage profit amount of a set of buy and sell orders. In other words, the profit you want to add to your + sell order when your buy order is executed. +- `upperPrice` + - The upper bond price +- `lowerPrice` + - The lower bond price +- `long` + - If true, the sell order is submitted in the same order amount as the filled corresponding buy order, rather than + the same quantity, which means the arbitrage profit is accumulated in the base asset rather than the quote asset. +- `catchUp` + - If true, BBGO will try to submit orders for missing grids. + + +#### Examples + +See [grid.yaml](../../config/grid.yaml) \ No newline at end of file