---
notifications:
  slack:
    defaultChannel: "dev-bbgo"
    errorChannel: "bbgo-error"
  switches:
    trade: false
    orderUpdate: false
    submitOrder: false

sessions:
  binance:
    exchange: binance
    envVarPrefix: binance

# example command:
#   go run ./cmd/bbgo backtest --config config/grid2.yaml --base-asset-baseline
backtest:
  startTime: "2021-06-01"
  endTime: "2021-06-30"
  symbols:
  - BTCUSDT
  sessions: [binance]
  feeMode: token
  accounts:
    binance:
      makerFeeRate: 0.075%
      takerFeeRate: 0.075%
      balances:
        BTC: 1.0
        USDT: 21_000.0

exchangeStrategies:

- on: binance
  grid2:
    symbol: BTCUSDT
    lowerPrice: 28_000.0
    upperPrice: 50_000.0

    ## gridNumber is the total orders between the upper price and the lower price
    ## gridSpread = (upperPrice - lowerPrice) / gridNumber
    ## Make sure your gridNumber satisfy this: MIN(gridSpread/lowerPrice, gridSpread/upperPrice) > (makerFeeRate * 2)
    gridNumber: 150

    ## 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 (optional) is used for opening your grid only when the last price touches your trigger 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: 17_000.0

    ## triggerPrice (optional) is used for closing your grid only when the last price touches your stop loss price.
    ## for example, when the price drops to 17_000.0 then close the grid and sell all base inventory.
    # stopLossPrice: 10_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: 20_000

    ## baseInvestment (optional) can be useful when you have existing inventory, maybe bought at much lower price
    baseInvestment: 1.0

    ## closeWhenCancelOrder (optional)
    ## default to false
    closeWhenCancelOrder: true

    ## resetPositionWhenStart (optional)
    ## default to false
    resetPositionWhenStart: false

    ## clearOpenOrdersWhenStart (optional)
    ## default to false
    clearOpenOrdersWhenStart: false
    keepOrdersWhenShutdown: false