From e22a2caadeebf9f1ad600d678f53e7a0a5788663 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sun, 21 Mar 2021 11:21:33 +0800
Subject: [PATCH] add basic risk control to the xmaker config

---
 config/xmaker-btcusdt.yaml | 29 ++++++++++++++++++++++++++---
 config/xmaker-ethusdt.yaml | 32 +++++++++++++++++++++++---------
 2 files changed, 49 insertions(+), 12 deletions(-)

diff --git a/config/xmaker-btcusdt.yaml b/config/xmaker-btcusdt.yaml
index daf688ced..cda539e68 100644
--- a/config/xmaker-btcusdt.yaml
+++ b/config/xmaker-btcusdt.yaml
@@ -41,16 +41,39 @@ persistence:
 sessions:
   max:
     exchange: max
-    envVarPrefix: max
+    envVarPrefix: MAX
 
   binance:
     exchange: binance
-    envVarPrefix: binance
+    envVarPrefix: BINANCE
+
+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:
+              # keep at least X USDT (keep cash)
+              minQuoteBalance: 100.0
+
+              # maximum BTC balance (don't buy too much)
+              maxBaseAssetBalance: 1.0
+
+              # minimum BTC balance (don't sell too much)
+              minBaseAssetBalance: 0.01
+
+              maxOrderAmount: 1000.0
 
 crossExchangeStrategies:
 
 - mobydick:
-    symbol: "BTCUSDT"
+    symbol: BTCUSDT
     sourceExchange: binance
     makerExchange: max
     updateInterval: 1s
diff --git a/config/xmaker-ethusdt.yaml b/config/xmaker-ethusdt.yaml
index fc5e4d6f2..77009855d 100644
--- a/config/xmaker-ethusdt.yaml
+++ b/config/xmaker-ethusdt.yaml
@@ -21,15 +21,6 @@ notifications:
     submitOrder: "$silent"
     pnL: "bbgo-pnl"
 
-reportPnL:
-- averageCostBySymbols:
-  - "BTCUSDT"
-  - "BNBUSDT"
-  of: binance
-  when:
-  - "@daily"
-  - "@hourly"
-
 persistence:
   json:
     directory: var/data
@@ -47,6 +38,29 @@ sessions:
     exchange: binance
     envVarPrefix: binance
 
+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:
+              # keep at least X USDT (keep cash)
+              minQuoteBalance: 100.0
+
+              # maximum ETH balance (don't buy too much)
+              maxBaseAssetBalance: 10.0
+
+              # minimum ETH balance (don't sell too much)
+              minBaseAssetBalance: 0.0
+
+              maxOrderAmount: 1000.0
+
 crossExchangeStrategies:
 
 - mobydick: