Merge pull request #951 from narumiruna/marketcap-doc

DOC: add marketcap doc
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Yo-An Lin 2022-09-15 17:18:16 +08:00 committed by GitHub
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@ -351,6 +351,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
[document](./doc/strategy/support.md).
- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
- `marketcap` strategy implements a strategy that rebalances the portfolio based on the
market capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).
To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if
you want to run

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doc/strategy/marketcap.md Normal file
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### Marketcap Strategy
This strategy will rebalance your portfolio according to the market capitalization from coinmarketcap.
### Prerequisite
Setup your `COINMARKETCAP_API_KEY` in your environment variables.
#### Parameters
- `interval`
- The interval to rebalance your portfolio, e.g., `5m`, `1h`
- `baseCurrency`
- The base currency of your portfolio, e.g., `USDT`, `TWD`.
- `baseWeight`
- The weight of the base currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
- `targetCurrencies`
- A list of currencies you want to hold in your portfolio.
- `threshold`
- The threshold of the difference between the current weight and the target weight to trigger rebalancing. For example, if the threshold is `1%` and the current weight of `BTC` is `52%` and the target weight is `50%` then the strategy will sell `BTC` until it reaches `50%`.
- `dryRun`
- If `true`, then the strategy will not place orders.
- `maxAmount`
- The maximum amount of each order in base currency.
#### Examples
See [marketcap.yaml](../../config/marketcap.yaml)