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add marketcap doc
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@ -353,6 +353,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
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- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
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- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
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[document](./doc/strategy/support.md).
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[document](./doc/strategy/support.md).
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- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
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- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
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- `marketcap` strategy implements a strategy that rebalances the portfolio based on the
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market capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).
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To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if
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To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if
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you want to run
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you want to run
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28
doc/strategy/marketcap.md
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28
doc/strategy/marketcap.md
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### Marketcap Strategy
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This strategy will rebalance your portfolio according to the market capitalization from coinmarketcap.
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### Prerequisite
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Setup your `COINMARKETCAP_API_KEY` in your environment variables.
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#### Parameters
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- `interval`
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- The interval to rebalance your portfolio, e.g., `5m`, `1h`
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- `baseCurrency`
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- The base currency of your portfolio, e.g., `USDT`, `TWD`.
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- `baseWeight`
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- The weight of the base currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
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- `targetCurrencies`
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- A list of currencies you want to hold in your portfolio.
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- `threshold`
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- 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%`.
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- `dryRun`
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- If `true`, then the strategy will not place orders.
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- `maxAmount`
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- The maximum amount of each order in base currency.
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#### Examples
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See [marketcap.yaml](../../config/marketcap.yaml)
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