bbgo_origin/doc/strategy/marketcap.md

Marketcap Strategy

This strategy will rebalance your portfolio according to the market capitalization from coinmarketcap.

Prerequisite

Setup your COINMARKETCAP_API_KEY in your environment variables.

Parameters

• interval
  • The interval to rebalance your portfolio, e.g., 5m, 1h
• baseCurrency
  • The base currency of your portfolio, e.g., USDT, TWD.
• baseWeight
  • The weight of the base currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
• targetCurrencies
  • A list of currencies you want to hold in your portfolio.
• threshold
  • The threshold of the difference between the current weight and the target weight to trigger rebalancing. For example, if the threshold is 1% and the current weight of BTC is 52% and the target weight is 50% then the strategy will sell BTC until it reaches 50%.
• dryRun
  • If true, then the strategy will not place orders.
• maxAmount
  • The maximum amount of each order in base currency.

Examples

See marketcap.yaml