mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
63 lines
1.4 KiB
YAML
63 lines
1.4 KiB
YAML
---
|
|
notifications:
|
|
slack:
|
|
defaultChannel: "bbgo"
|
|
errorChannel: "bbgo-error"
|
|
|
|
reportPnL:
|
|
- averageCostBySymbols:
|
|
- "BTCUSDT"
|
|
- "ETHUSDT"
|
|
- "BNBUSDT"
|
|
of: binance
|
|
when:
|
|
- "@daily"
|
|
- "@hourly"
|
|
|
|
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: "2020-01-01"
|
|
endTime: "2020-01-15"
|
|
symbols:
|
|
- BTCUSDT
|
|
account:
|
|
makerCommission: 15
|
|
takerCommission: 15
|
|
buyerCommission: 0
|
|
sellerCommission: 0
|
|
balances:
|
|
BTC: 0.1
|
|
USDT: 10000.0
|
|
|
|
exchangeStrategies:
|
|
- on: binance
|
|
pricedrop:
|
|
symbol: "BTCUSDT"
|
|
interval: "1m"
|
|
baseQuantity: 0.001
|
|
minDropPercentage: -0.01
|