bbgo_origin/config/xfixedmaker.yaml
2023-10-12 14:49:48 +08:00

47 lines
822 B
YAML

---
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
backtest:
startTime: "2023-01-01"
endTime: "2023-01-02"
symbols:
- BTCUSDT
sessions:
- max
- binance
accounts:
max:
balances:
BTC: 0.5
USDT: 15000.0
crossExchangeStrategies:
- xfixedmaker:
tradingExchange: max
symbol: BTCUSDT
interval: 5m
halfSpread: 0.01%
quantity: 0.005
orderType: LIMIT_MAKER
dryRun: false
referenceExchange: binance
referencePriceEMA:
interval: 1m
window: 14
orderPriceLossThreshold: -10
positionHardLimit: 200
maxPositionQuantity: 0.005
circuitBreakLossThreshold: -10
circuitBreakEMA:
interval: 1m
window: 14