---
sessions:
  max:
    exchange: max
    envVarPrefix: max

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:
          USDTTWD:
            # basic risk control order executor
            basic:
              minQuoteBalance: 100.0  # keep 100 twd
              maxBaseAssetBalance: 100_000.0
              minBaseAssetBalance: 1_000.0
              maxOrderAmount: 2000.0 # 1000 twd

backtest:
  # for testing max draw down (MDD) at 03-12
  # see here for more details
  # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
  startTime: "2021-01-01"
  endTime: "2021-01-30"
  sessions:
  - max
  symbols:
  - USDTTWD
  feeMode: quote
  accounts:
    max:
      makerFeeRate: 0.0125%
      takerFeeRate: 0.075%
      balances:
        BTC: 0.0
        USDT: 10_000.0
        TWD: 100_000.0

exchangeStrategies:
- on: max
  grid:
    symbol: USDTTWD
    quantity: 10.0 # 10 USDT per grid
    gridNumber: 100  # 50 GRID, Total Amount will be 10 USDT * 50 GRID = 500 USDT
    profitSpread: 0.1 # When buying USDT at 28.1, we will sell it at 28.1 + 0.1 = 28.2, When selling USDT at 28.1, we will buy it back at 28.1 - 0.1 = 28.0
    upperPrice: 28.90
    lowerPrice: 27.90
    long: true # long mode means we don't keep cash when we sell usdt, we will use the same amount of twd to buy more usdt back