bbgo_origin/config/pricedrop.yaml
2022-10-06 13:52:06 +08:00

56 lines
1.3 KiB
YAML

---
notifications:
slack:
defaultChannel: "bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
sessions:
binance:
exchange: binance
envVarPrefix: binance
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:
# orderExecutors is one of the risk control
orderExecutor:
# symbol-routed order executor
bySymbol:
BTCUSDT:
# basic risk control order executor
basic:
minQuoteBalance: 1000.0
maxBaseAssetBalance: 2.0
minBaseAssetBalance: 0.1
maxOrderAmount: 100.0
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: "2022-01-01"
endTime: "2022-01-15"
symbols:
- BTCUSDT
account:
binance:
makerFeeRate: 0.075%
takerFeeRate: 0.075%
balances:
BTC: 0.1
USDT: 10000.0
exchangeStrategies:
- on: binance
pricedrop:
symbol: "BTCUSDT"
interval: "1m"
baseQuantity: 0.001
minDropPercentage: -0.01