bbgo_origin/config/rebalance.yaml
2023-03-02 18:11:43 +08:00

42 lines
773 B
YAML

---
notifications:
slack:
defaultChannel: "bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
backtest:
startTime: "2022-01-01"
endTime: "2022-10-01"
symbols:
- BTCUSDT
- ETHUSDT
- MAXUSDT
account:
max:
makerFeeRate: 0.075%
takerFeeRate: 0.075%
balances:
BTC: 0.0
ETH: 0.0
MAX: 0.0
USDT: 10000.0
exchangeStrategies:
- on: max
rebalance:
interval: 1d
quoteCurrency: USDT
targetWeights:
BTC: 50%
ETH: 25%
MAX: 15%
USDT: 10%
threshold: 1%
maxAmount: 1_000 # max amount to buy or sell per order
orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET
dryRun: false