bbgo_origin/config/swing.yaml

52 lines
1.2 KiB
YAML

---
notifications:
slack:
defaultChannel: "#dev-bbgo"
errorChannel: "#bbgo-error"
# if you want to route channel by symbol
symbolChannels:
"^BTC": "#btc"
"^ETH": "#eth"
"^BNB": "#bnb"
# object routing rules
routing:
trade: "$symbol"
order: "$symbol"
submitOrder: "$session" # not supported yet
pnL: "#bbgo-pnl"
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
binance:
# orderExecutors is one of the risk control
orderExecutors:
# symbol-routed order executor
bySymbol:
BNBUSDT:
# basic risk control order executor
basic:
minQuoteBalance: 1000.0
maxBaseAssetBalance: 50.0
minBaseAssetBalance: 10.0
maxOrderAmount: 100.0
exchangeStrategies:
- on: binance
swing:
symbol: BNBUSDT
interval: 1m
minChange: 0.01
baseQuantity: 1.0
movingAverageType: EWMA
movingAverageInterval: 1m
movingAverageWindow: 99