mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
83 lines
1.8 KiB
YAML
83 lines
1.8 KiB
YAML
---
|
|
notifications:
|
|
slack:
|
|
defaultChannel: "dev-bbgo"
|
|
errorChannel: "bbgo-error"
|
|
|
|
switches:
|
|
trade: true
|
|
orderUpdate: false
|
|
submitOrder: false
|
|
|
|
persistence:
|
|
json:
|
|
directory: var/data
|
|
redis:
|
|
host: 127.0.0.1
|
|
port: 6379
|
|
db: 0
|
|
|
|
sessions:
|
|
max:
|
|
exchange: max
|
|
envVarPrefix: max
|
|
|
|
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:
|
|
# orderExecutor is one of the risk control
|
|
orderExecutor:
|
|
# symbol-routed order executor
|
|
bySymbol:
|
|
ETHUSDT:
|
|
# basic risk control order executor
|
|
basic:
|
|
# keep at least X USDT (keep cash)
|
|
minQuoteBalance: 100.0
|
|
|
|
# maximum ETH balance (don't buy too much)
|
|
maxBaseAssetBalance: 10.0
|
|
|
|
# minimum ETH balance (don't sell too much)
|
|
minBaseAssetBalance: 0.0
|
|
|
|
maxOrderAmount: 1000.0
|
|
|
|
crossExchangeStrategies:
|
|
|
|
- xmaker:
|
|
symbol: ETHUSDT
|
|
sourceExchange: binance
|
|
makerExchange: max
|
|
updateInterval: 2s
|
|
|
|
# disableHedge disables the hedge orders on the source exchange
|
|
# disableHedge: true
|
|
|
|
hedgeInterval: 10s
|
|
|
|
margin: 0.004
|
|
askMargin: 0.004
|
|
bidMargin: 0.004
|
|
|
|
quantity: 0.01
|
|
quantityMultiplier: 2
|
|
|
|
# numLayers means how many order we want to place on each side. 3 means we want 3 bid orders and 3 ask orders
|
|
numLayers: 2
|
|
|
|
# pips is the fraction numbers between each order. for BTC, 1 pip is 0.1,
|
|
# 0.1 pip is 0.01, here we use 10, so we will get 18000.00, 18001.00 and
|
|
# 18002.00
|
|
pips: 10
|
|
|
|
persistence:
|
|
type: redis
|
|
|