bbgo_origin/doc/strategy/rebalance.md

Rebalance Strategy

This strategy automatically rebalances your portfolio based on target weights.

Parameters

• schedule
  • The CRON expression used to schedule rebalance executions, for example: @every 5m, @every 1h, 0 0 * * * *.
  • CRON Expression Format
• quoteCurrency
  • The quote currency in trading markets, e.g., USDT, TWD.
• targetWeights
  • A map defining the desired target weights for each base currency in the portfolio.
• threshold
  • The threshold represents the maximum allowable difference between the current weight and the target weight that will initiate rebalancing. For instance, with a threshold set at 1%, if the current weight of BTC is 52% and the target weight is 50%, the strategy will sell BTC until it reaches 50%.
• maxAmount
  • The highest allowable value for each order in the quote currency.
• orderType
  • The type of order to be placed, e.g., LIMIT, LIMIT_MAKER, MARKET
• priceType
  • The method used to determine the price for buying or selling the currency, for example, MAKER, TAKER, MID, LAST
• balanceType
  • Determines how the current weights are calculated. If set to TOTAL, the weights will include locked funds. e.g. TOTAL, AVAILABLE.
• dryRun
  • If set to true, the strategy will simulate rebalancing without actually placing orders.
• onStart
  • Indicates whether to rebalance the portfolio when the strategy starts.

Examples

See rebalance.yaml