mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 07:15:15 +00:00
60 lines
1.3 KiB
YAML
60 lines
1.3 KiB
YAML
---
|
|
sessions:
|
|
binance:
|
|
exchange: binance
|
|
envVarPrefix: binance
|
|
|
|
max:
|
|
exchange: max
|
|
envVarPrefix: max
|
|
|
|
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:
|
|
BTCUSDT:
|
|
# basic risk control order executor
|
|
basic:
|
|
minQuoteBalance: 100.0
|
|
maxBaseAssetBalance: 3.0
|
|
minBaseAssetBalance: 0.0
|
|
maxOrderAmount: 1000.0
|
|
|
|
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: "2020-09-04"
|
|
endTime: "2020-09-14"
|
|
symbols:
|
|
- BTCUSDT
|
|
account:
|
|
makerCommission: 15
|
|
takerCommission: 15
|
|
balances:
|
|
BTC: 0.0
|
|
USDT: 10000.0
|
|
|
|
exchangeStrategies:
|
|
|
|
- on: max
|
|
grid:
|
|
symbol: BTCUSDT
|
|
# quantity: 0.001
|
|
scaleQuantity:
|
|
byPrice:
|
|
exp:
|
|
domain: [20_000, 30_000]
|
|
range: [0.2, 0.001]
|
|
gridNumber: 30
|
|
profitSpread: 50.0
|
|
upperPrice: 20_000.0
|
|
lowerPrice: 30_000.0
|
|
long: true
|
|
|