bbgo_origin/config/xfunding.yaml
2023-03-24 03:20:04 +08:00

46 lines
1004 B
YAML

---
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: ETHUSDT
leverage: 1.0
incrementalQuoteQuantity: 20
quoteInvestment: 50
shortFundingRate:
## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
high: 0.001%
## 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