--- 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: 1000.0 minBaseAssetBalance: 200.0 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" symbols: - USDTTWD account: makerCommission: 15 takerCommission: 15 balances: BTC: 0.0 USDT: 10000.0 TWD: 10000.0 exchangeStrategies: - on: max grid: symbol: USDTTWD quantity: 10.0 # 10 USDT per grid gridNumber: 50 # 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: 28.50 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