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78 lines
1.5 KiB
YAML
78 lines
1.5 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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# if you want to route channel by symbol
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symbolChannels:
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"^BTC": "btc"
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"^ETH": "eth"
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"^BNB": "bnb"
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# object routing rules
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routing:
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trade: "$symbol"
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order: "$symbol"
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submitOrder: "$session" # not supported yet
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pnL: "bbgo-pnl"
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sessions:
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binance:
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exchange: binance
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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max:
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orderExecutor:
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bySymbol:
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BTCUSDT:
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basic:
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minQuoteBalance: 100.0
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maxBaseAssetBalance: 3.0
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minBaseAssetBalance: 0.0
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maxOrderAmount: 1000.0
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2020-09-04"
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endTime: "2020-09-14"
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symbols:
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- BTCUSDT
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- ETHUSDT
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account:
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balances:
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BTC: 0.0
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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support:
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symbol: LINKUSDT
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interval: 1m
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minVolume: 1_000
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triggerMovingAverage:
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interval: 5m
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window: 99
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longTermMovingAverage:
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interval: 1h
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window: 99
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scaleQuantity:
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byVolume:
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exp:
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domain: [ 1_000, 200_000 ]
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range: [ 0.5, 1.0 ]
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maxBaseAssetBalance: 1000.0
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minQuoteAssetBalance: 2000.0
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targets:
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- profitPercentage: 0.02
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quantityPercentage: 0.5
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