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config: move disableShort and add more description

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c9s 2022-01-09 22:53:35 +08:00
parent 10e21d5a8f
commit ba7328f025
1 changed files with 4 additions and 3 deletions
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config/bollmaker.yaml
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@ -54,6 +54,10 @@ exchangeStrategies:
# maxExposurePosition: 3.0 # maxExposurePosition: 3.0
maxExposurePosition: 10 maxExposurePosition: 10
# 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
# strongUptrendSkew is the order quantity skew for strong uptrend band. # strongUptrendSkew is the order quantity skew for strong uptrend band.
# when the bollinger band detect a strong uptrend, what's the order quantity skew we want to use. # when the bollinger band detect a strong uptrend, what's the order quantity skew we want to use.
# greater than 1.0 means when placing buy order, place sell order with less quantity # greater than 1.0 means when placing buy order, place sell order with less quantity
@ -72,9 +76,6 @@ exchangeStrategies:
# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band. # downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
downtrendSkew: 1.2 downtrendSkew: 1.2
# DisableShort means you can don't want short position during the market making
disableShort: true
defaultBollinger: defaultBollinger:
interval: "5m" interval: "5m"
window: 21 window: 21