mirror of
https://github.com/c9s/bbgo.git
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129 lines
4.4 KiB
YAML
129 lines
4.4 KiB
YAML
---
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notifications:
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slack:
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defaultChannel: "dev-bbgo"
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errorChannel: "bbgo-error"
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switches:
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trade: false
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orderUpdate: false
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submitOrder: false
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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sync:
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# userDataStream is used to sync the trading data in real-time
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# it uses the websocket connection to insert the trades
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userDataStream:
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trades: false
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filledOrders: false
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# since is the start date of your trading data
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since: 2019-01-01
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# sessions is the list of session names you want to sync
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# by default, BBGO sync all your available sessions.
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sessions:
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- binance
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# symbols is the list of symbols you want to sync
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# by default, BBGO try to guess your symbols by your existing account balances.
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symbols:
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- BTCUSDT
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# example command:
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# go run ./cmd/bbgo backtest --config config/grid2.yaml --base-asset-baseline
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backtest:
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startTime: "2021-06-01"
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endTime: "2021-06-30"
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symbols:
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- BTCUSDT
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sessions: [binance]
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feeMode: token
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accounts:
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binance:
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makerFeeRate: 0.075%
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takerFeeRate: 0.075%
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balances:
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BTC: 1.0
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USDT: 21_000.0
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exchangeStrategies:
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- on: binance
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grid2:
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symbol: BTCUSDT
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## autoRange can be used to detect a price range from a specific time frame
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## the pivot low / pivot high of the given range will be used for lowerPrice and upperPrice.
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## when autoRange is set, it will override the upperPrice/lowerPrice settings.
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##
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## the valid format is [1-9][hdw]
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## example: "14d" means it will find the highest/lowest price that is higher/lower than left 14d and right 14d.
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# autoRange: 14d
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lowerPrice: 28_000.0
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upperPrice: 50_000.0
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## gridNumber is the total orders between the upper price and the lower price
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## gridSpread = (upperPrice - lowerPrice) / gridNumber
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## Make sure your gridNumber satisfy this: MIN(gridSpread/lowerPrice, gridSpread/upperPrice) > (makerFeeRate * 2)
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gridNumber: 150
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## compound is used for buying more inventory when the profit is made by the filled SELL order.
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## when compound is disabled, fixed quantity is used for each grid order.
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## default: false
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compound: true
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## earnBase is used to profit base quantity instead of quote quantity.
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## meaning that earn BTC instead of USDT when trading in the BTCUSDT pair.
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# earnBase: true
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## triggerPrice (optional) is used for opening your grid only when the last price touches your trigger price.
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## this is useful when you don't want to create a grid from a higher price.
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## for example, when the last price hit 17_000.0 then open a grid with the price range 13_000 to 20_000
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# triggerPrice: 17_000.0
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## triggerPrice (optional) is used for closing your grid only when the last price touches your stop loss price.
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## for example, when the price drops to 17_000.0 then close the grid and sell all base inventory.
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# stopLossPrice: 10_000.0
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## profitSpread is the profit spread of the arbitrage order (sell order)
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## greater the profitSpread, greater the profit you make when the sell order is filled.
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## you can set this instead of the default grid profit spread.
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## by default, profitSpread = (upperPrice - lowerPrice) / gridNumber
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## that is, greater the gridNumber, lesser the profit of each grid.
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# profitSpread: 1000.0
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## There are 3 kinds of setup
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## NOTICE: you can only choose one, uncomment the config to enable it
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##
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## 1) fixed amount: amount is the quote unit (e.g. 10 USDT in BTCUSDT)
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# amount: 10.0
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## 2) fixed quantity: it will use your balance to place orders with the fixed quantity. e.g. 0.001 BTC
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# quantity: 0.001
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## 3) quoteInvestment and baseInvestment: when using quoteInvestment, the strategy will automatically calculate your best quantity for the whole grid.
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## quoteInvestment is required, and baseInvestment is optional (could be zero)
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## if you have existing BTC position and want to reuse it you can set the baseInvestment.
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quoteInvestment: 20_000
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## baseInvestment (optional) can be useful when you have existing inventory, maybe bought at much lower price
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baseInvestment: 1.0
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## closeWhenCancelOrder (optional)
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## default to false
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closeWhenCancelOrder: true
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## resetPositionWhenStart (optional)
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## default to false
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resetPositionWhenStart: false
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## clearOpenOrdersWhenStart (optional)
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## default to false
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clearOpenOrdersWhenStart: false
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keepOrdersWhenShutdown: false
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