bbgo_origin/config/scmaker.yaml

76 lines
1.7 KiB
YAML

sessions:
max:
exchange: max
envVarPrefix: max
makerFeeRate: 0%
takerFeeRate: 0.025%
exchangeStrategies:
- on: max
scmaker:
symbol: &symbol USDCUSDT
## adjustmentUpdateInterval is the interval for adjusting position
adjustmentUpdateInterval: 1m
## liquidityUpdateInterval is the interval for updating liquidity orders
liquidityUpdateInterval: 1h
liquiditySkew: 1.5
numOfLiquidityLayers: 10
liquidityLayerTickSize: 0.0001
liquidityScale:
exp:
domain: [0, 9]
range: [1, 4]
## maxExposure controls how much balance should be used for placing the maker orders
maxExposure: 10_000
## circuitBreakEMA is used for calculating the price for circuitBreak
circuitBreakEMA:
interval: 1m
window: 14
## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
circuitBreakLossThreshold: -10.0
## positionHardLimit is the maximum position limit
positionHardLimit: 500.0
## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
## this parameter is used with positionHardLimit togerther
maxPositionQuantity: 10.0
midPriceEMA:
interval: 1h
window: 99
## priceRangeBollinger is used for the liquidity price range
priceRangeBollinger:
interval: 1h
window: 10
k: 1.0
strengthInterval: 1m
minProfit: 0.01%
backtest:
sessions:
- max
startTime: "2023-05-20"
endTime: "2023-06-01"
symbols:
- *symbol
account:
max:
makerFeeRate: 0.0%
takerFeeRate: 0.025%
balances:
USDC: 5000
USDT: 5000