---

sessions:
  binance:
    exchange: binance
    envVarPrefix: binance

# time godotenv -f .env.local -- go run ./cmd/bbgo backtest --base-asset-baseline --config config/schedule-ethusdt.yaml -v
backtest:
  startTime: "2021-08-01"
  endTime: "2021-08-07"
  symbols:
  - ETHUSDT
  account:
    binance:
      balances:
        ETH: 1.0
        USDT: 20_000.0

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:
          ETHUSDT:
            # basic risk control order executor
            basic:
              minQuoteBalance: 1000.0
              maxBaseAssetBalance: 500.0
              minBaseAssetBalance: 300.0
              maxOrderAmount: 1000.0

exchangeStrategies:

- on: binance
  schedule:
    # trigger schedule per hour
    # valid intervals are: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
    interval: 1h

    symbol: ETHUSDT
    side: buy

    # quantity is the quantity of the crypto (in base currency) you want to buy/sell
    # quantity: 0.01

    # amount is the quote quantity of the crypto (in quote currency), here is USDT.
    # 11.0 means you want to buy ETH with 11 USDT.
    # the quantity will be calculated automatically, according to the latest price
    amount: 11.0

    # belowMovingAverage is a special override (optional)
    # execute order only when the closed price is below the moving average line.
    # you can open the app to adjust your parameters here.
    # the interval here could be different from the triggering interval.
    belowMovingAverage:
      type: EWMA
      interval: 1h
      window: 99

      # you can override the default side
      side: buy

      # you can choose one of quantity or amount
      # quantity: 0.05
      # amount is how much quote balance you want to buy
      # here 11.0 means you want to buy ETH with 11.0 USDT
      # please note that crypto exchange requires you to submit an order above the min notional limit $10 usdt
      amount: 11.0

    # aboveMovingAverage is a special override (optional)
    # aboveMovingAverage:
    #   type: EWMA
    #   interval: 1h
    #   window: 99
    #   side: sell
    #   # quantity: 0.05
    #   amount: 11.0