--- notifications: slack: defaultChannel: "dev-bbgo" errorChannel: "bbgo-error" switches: trade: false orderUpdate: true submitOrder: true sessions: max: exchange: max envVarPrefix: max # example command: # godotenv -f .env.local -- go run ./cmd/bbgo backtest --config config/grid2-max.yaml --base-asset-baseline backtest: startTime: "2022-01-01" endTime: "2022-11-25" symbols: - BTCUSDT sessions: [ max ] accounts: binance: balances: BTC: 0.0 USDT: 10000.0 exchangeStrategies: ## You can run the following command to cancel all grid orders if the orders are not successfully canceled: ## go run ./cmd/bbgo --dotenv .env.local.max-staging cancel-order --all --symbol BTCUSDT --config config/grid2-max.yaml - on: max grid2: symbol: BTCUSDT upperPrice: 18_000.0 lowerPrice: 16_000.0 gridNumber: 20 ## compound is used for buying more inventory when the profit is made by the filled SELL order. ## when compound is disabled, fixed quantity is used for each grid order. ## default: false compound: true ## earnBase is used to profit base quantity instead of quote quantity. ## meaning that earn BTC instead of USDT when trading in the BTCUSDT pair. # earnBase: true ## triggerPrice is used for opening your grid only when the last price touches your pre-set price. ## this is useful when you don't want to create a grid from a higher price. ## for example, when the last price hit 17_000.0 then open a grid with the price range 13_000 to 20_000 # triggerPrice: 16_900.0 ## stopLossPrice is used for closing the grid and sell all the inventory to stop loss. ## (optional) stopLossPrice: 16_000.0 ## takeProfitPrice is used for closing the grid and sell all the inventory at higher price to take profit ## (optional) takeProfitPrice: 20_000.0 ## profitSpread is the profit spread of the arbitrage order (sell order) ## greater the profitSpread, greater the profit you make when the sell order is filled. ## you can set this instead of the default grid profit spread. ## by default, profitSpread = (upperPrice - lowerPrice) / gridNumber ## that is, greater the gridNumber, lesser the profit of each grid. # profitSpread: 1000.0 ## There are 3 kinds of setup ## NOTICE: you can only choose one, uncomment the config to enable it ## ## 1) fixed amount: amount is the quote unit (e.g. USDT in BTCUSDT) # amount: 10.0 ## 2) fixed quantity: it will use your balance to place orders with the fixed quantity. e.g. 0.001 BTC quantity: 0.001 ## 3) quoteInvestment and baseInvestment: when using quoteInvestment, the strategy will automatically calculate your best quantity for the whole grid. ## quoteInvestment is required, and baseInvestment is optional (could be zero) ## if you have existing BTC position and want to reuse it you can set the baseInvestment. # quoteInvestment: 10_000 # baseInvestment: 1.0 feeRate: 0.075% closeWhenCancelOrder: true resetPositionWhenStart: true clearOpenOrdersWhenStart: false keepOrdersWhenShutdown: false recoverOrdersWhenStart: false ## skipSpreadCheck skips the minimal spread check for the grid profit skipSpreadCheck: true