mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 01:05:15 +00:00
40 lines
901 B
YAML
40 lines
901 B
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:
|
|
USDTTWD:
|
|
# basic risk control order executor
|
|
basic:
|
|
minQuoteBalance: 100.0
|
|
maxBaseAssetBalance: 30_000.0
|
|
minBaseAssetBalance: 0.0
|
|
maxOrderAmount: 1_000.0
|
|
|
|
exchangeStrategies:
|
|
|
|
- on: max
|
|
schedule:
|
|
interval: 1m
|
|
symbol: USDTTWD
|
|
side: buy
|
|
quantity: 10
|
|
|
|
aboveMovingAverage:
|
|
type: EWMA
|
|
interval: 1h
|
|
window: 99
|
|
side: sell
|
|
|
|
belowMovingAverage:
|
|
type: EWMA
|
|
interval: 1h
|
|
window: 99
|
|
side: buy
|
|
|