--- notifications: slack: defaultChannel: "dev-bbgo" errorChannel: "bbgo-error" switches: trade: true orderUpdate: true submitOrder: true persistence: redis: host: 127.0.0.1 port: 6379 db: 1 sessions: binance: exchange: binance envVarPrefix: BINANCE binance_futures: exchange: binance envVarPrefix: BINANCE futures: true crossExchangeStrategies: - xfunding: spotSession: binance futuresSession: binance_futures ## symbol is the symbol name of the spot market and the futures market ## todo: provide option to separate the futures market symbol symbol: ETHUSDT ## interval is the interval for checking futures premium and the funding rate interval: 1m ## leverage is the leverage of the reverse futures position size. ## for example, you can buy 1 BTC and short 3 BTC in the futures account with 3x leverage. leverage: 1.0 ## incrementalQuoteQuantity is the quote quantity per maker order when creating the positions ## when in BTC-USDT 20 means 20 USDT, each buy order will hold 20 USDT quote amount. incrementalQuoteQuantity: 10 ## quoteInvestment is how much you want to invest to create your position. ## for example, when 10k USDT is given as the quote investment, and the average executed price of your position is around BTC 18k ## you will be holding around 0.555555 BTC quoteInvestment: 50 ## shortFundingRate is the funding rate range you want to create your position shortFundingRate: ## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position high: 0.0001% ## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot low: -0.01% ## reset will reset the spot/futures positions, the transfer stats and the position state. # reset: true # closeFuturesPosition: true