mirror of
https://github.com/c9s/bbgo.git
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76 lines
1.7 KiB
YAML
76 lines
1.7 KiB
YAML
sessions:
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max:
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exchange: max
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envVarPrefix: max
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makerFeeRate: 0%
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takerFeeRate: 0.025%
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exchangeStrategies:
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- on: max
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scmaker:
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symbol: &symbol USDCUSDT
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## adjustmentUpdateInterval is the interval for adjusting position
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adjustmentUpdateInterval: 1m
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## liquidityUpdateInterval is the interval for updating liquidity orders
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liquidityUpdateInterval: 1h
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liquiditySkew: 1.5
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numOfLiquidityLayers: 10
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liquidityLayerTickSize: 0.0001
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liquidityScale:
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exp:
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domain: [0, 9]
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range: [1, 4]
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## maxExposure controls how much balance should be used for placing the maker orders
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maxExposure: 10_000
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## circuitBreakEMA is used for calculating the price for circuitBreak
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circuitBreakEMA:
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interval: 1m
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window: 14
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## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
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circuitBreakLossThreshold: -10.0
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## positionHardLimit is the maximum position limit
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positionHardLimit: 500.0
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## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
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## this parameter is used with positionHardLimit togerther
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maxPositionQuantity: 10.0
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midPriceEMA:
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interval: 1h
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window: 99
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## priceRangeBollinger is used for the liquidity price range
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priceRangeBollinger:
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interval: 1h
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window: 10
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k: 1.0
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strengthInterval: 1m
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minProfit: 0.01%
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backtest:
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sessions:
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- max
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startTime: "2023-05-20"
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endTime: "2023-06-01"
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symbols:
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- *symbol
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account:
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max:
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makerFeeRate: 0.0%
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takerFeeRate: 0.025%
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balances:
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USDC: 5000
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USDT: 5000
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