persistence:
  json:
    directory: var/data
  redis:
    host: 127.0.0.1
    port: 6379
    db: 0

sessions:
  binance:
    exchange: binance
    envVarPrefix: binance

exchangeStrategies:
- on: binance
  rsicross:
    symbol: BTCUSDT
    interval: 5m
    fastWindow: 6
    slowWindow: 18
    openBelow: 30.0
    closeAbove: 70.0
    quantity: 0.1

    ### RISK CONTROLS
    ## circuitBreakEMA is used for calculating the price for circuitBreak
    # circuitBreakEMA:
    #  interval: 1m
    #  window: 14

    ## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
    # circuitBreakLossThreshold: -10.0

    ## positionHardLimit is the maximum position limit
    # positionHardLimit: 500.0

    ## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
    ## this parameter is used with positionHardLimit togerther
    # maxPositionQuantity: 10.0

backtest:
  startTime: "2022-01-01"
  endTime: "2022-03-01"
  symbols:
  - BTCUSDT
  sessions: [binance]
  # syncSecKLines: true
  accounts:
    binance:
      makerFeeRate: 0.0%
      takerFeeRate: 0.075%
      balances:
        BTC: 0.0
        USDT: 10_000.0