mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 00:05:15 +00:00
38 lines
1.1 KiB
YAML
38 lines
1.1 KiB
YAML
---
|
|
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:
|
|
# orderExecutor is one of the risk control
|
|
orderExecutor:
|
|
# symbol-routed order executor
|
|
bySymbol:
|
|
ETHUSDT:
|
|
# basic risk control order executor
|
|
basic:
|
|
minQuoteBalance: 1000.0
|
|
maxBaseAssetBalance: 500.0
|
|
minBaseAssetBalance: 300.0
|
|
maxOrderAmount: 1000.0
|
|
|
|
exchangeStrategies:
|
|
|
|
- on: max
|
|
schedule:
|
|
# trigger schedule per hour
|
|
# valid intervals are: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
|
|
interval: 1h
|
|
|
|
symbol: ETHUSDT
|
|
side: buy
|
|
quantity: 0.01
|
|
|
|
# execute order only when the closed price is below the moving average line.
|
|
# you can open the app to adjust your parameters here.
|
|
# the interval here could be different from the triggering interval.
|
|
belowMovingAverage:
|
|
type: EWMA
|
|
interval: 1h
|
|
window: 99
|