bbgo_origin/config/grid.yaml
2021-02-20 11:52:56 +08:00

56 lines
1.2 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
- ETHUSDT
account:
makerCommission: 15
takerCommission: 15
balances:
BTC: 0.0
USDT: 10000.0
exchangeStrategies:
- on: max
grid:
symbol: BTCUSDT
quantity: 0.001
gridNumber: 30
profitSpread: 50.0
upperPrice: 26800.0
lowerPrice: 26500.0
long: true