--- sessions: max: exchange: max envVarPrefix: max # example command: # godotenv -f .env.local -- go run ./cmd/bbgo backtest --config config/grid2-max.yaml --base-asset-baseline backtest: startTime: "2022-01-01" endTime: "2022-11-25" symbols: - BTCUSDT sessions: [max] accounts: binance: balances: BTC: 0.0 USDT: 10000.0 exchangeStrategies: - on: max grid2: symbol: BTCUSDT upperPrice: 20_000.0 lowerPrice: 10_000.0 gridNumber: 50 ## 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: 10_000 baseInvestment: 1.0