sessions:
  max:
    exchange: max
    envVarPrefix: max
    makerFeeRate: 0%
    takerFeeRate: 0.025%

exchangeStrategies:
- on: max
  scmaker:
    symbol: &symbol USDCUSDT

    ## adjustmentUpdateInterval is the interval for adjusting position
    adjustmentUpdateInterval: 1m

    ## liquidityUpdateInterval is the interval for updating liquidity orders
    liquidityUpdateInterval: 1h
    liquiditySkew: 1.5
    numOfLiquidityLayers: 10
    liquidityLayerTickSize: 0.0001
    liquidityScale:
      exp:
        domain: [0, 9]
        range: [1, 4]


    ## maxExposure controls how much balance should be used for placing the maker orders
    maxExposure: 10_000

    ## 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


    midPriceEMA:
      interval: 1h
      window: 99

    ## priceRangeBollinger is used for the liquidity price range
    priceRangeBollinger:
      interval: 1h
      window: 10
      k: 1.0


    strengthInterval: 1m

    minProfit: 0.01%


backtest:
  sessions:
    - max
  startTime: "2023-05-20"
  endTime: "2023-06-01"
  symbols:
  - *symbol
  account:
    max:
      makerFeeRate: 0.0%
      takerFeeRate: 0.025%
      balances:
        USDC: 5000
        USDT: 5000